+28.9%
JD vs ALK
-37.5%
+66.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -4.0% |
| 7D | +7.9% | +8.9% | -1.0% | +5.7% |
| 30D | +4.8% | +5.9% | -1.2% | +3.1% |
| 3M | -13.9% | -16.5% | +2.6% | -11.1% |
| 6M | -5.8% | +2.1% | -7.9% | -8.1% |
| YTD | +2.4% | -17.1% | +19.5% | +3.6% |
| 1Y | -7.5% | -2.9% | -4.7% | -10.2% |
| 3Y | +20.9% | +24.5% | -3.6% | +5.5% |
| 5Y | -58.0% | -29.1% | -28.9% | -58.9% |
| 10Y | +28.9% | -39.1% | +68.0% | +35.2% |
| All | +28.9% | -37.5% | +66.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling